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Few studies examine nativity disparities in smoking in the U.S., thus a major gap remains in understanding whether immigrant Latinos’ smoking prevalence is stable, converging, or diverging, compared with U.S.-born Latinos. This study aimed to disentangle the roles of period changes, duration of U.S. residence, and immigrant arrival cohort in explaining the gap in smoking prevalence between foreign-born and U.S.-born Latinos. Using repeated cross-sectional data spanning 1998–2013 (U.S. National Health Interview Survey), regressions predicted current smoking among foreign-born and U.S.-born Latino men and women (n = 12,492). We contrasted findings from conventional regression analyses that simply include period and duration of residence effects, to two methods of assessing arrival cohort effects: the first accounted for baseline differences in smoking among arrival cohorts, while the second examined smoking probabilities by tracking foreign-born arrival cohorts as they increase their duration of U.S. residence. Findings showed that Latino immigrants maintained lower prevalence of current smoking compared with U.S.-born Latinos over the period 1998–2013, and that longer duration of U.S. residence is associated with lower odds of smoking among men. Two findings are particularly novel: (1) accounting for immigrant arrival cohort dampens the overall protective effect of duration of residence among men; and (2) the earliest arrival cohort of Latino immigrant men experienced the steepest decline in smoking over duration of U.S. residence. Results have methodological and theoretical implications for smoking studies and the Latino …